Cracke the code please-

[mt4eas]

http://andromedafutures.com/Guarantee.html

http://andromedafutures.com/Andromeda_Small.html

http://andromedafutures.com/Pegasus_Small.html

 

The above systems designed in Trade station. Please crack the above CODE strategy into metastock format or expain in simple text so that i can desing the system myself.

 

The strategy you can get it from the link below.....

 

http://andromedafutures.com/files/

 

:)) Please post the logic behind the code

 

http://tradercracker.blogspot.in/2012/10/httpandromedafuturescomguaranteehtml.html

[nifty_Trader]

This is the breakdown of Pegasus strategy in plain English, according to note this strategy used for swing trading whereas Andromeda strategy is for long-term trading ( which I haven't converted into English).

 

1 value1 = take the avg of hundred bars close

2 value2 = substrate above value from a recent close ( recent close - about value) then multiply it by $ 1

This is exactly code will interpret but I think here users need their own discretion depends upon which instrument they are trading, if you are trading S&P 500 in easy language code automatically takes $ 50 and multiply it to value 1, for E-mini futures it will automatically take $ 20 et cetera

3 Value3 = calculate value1 - recent close then multiplied by number of shares

 

now code calculates upper band and lower band

4 Value4 or upper band = you need to have standard deviation function, calculate standard deviation of avg of last 100 bars close and add it in value 1, this will be your upper band.

5 Value 5 or lower band = take value 1 and substrate standard deviation of avg of last 100 bars close

this will be your lower band

6 Value 5 = take avg true range of last 10 bars and multiplied by 2

 

Long entry when market fulfill these conditions

 

1 system is not already into the trade

2 take avg of 25 bars close including present close and it should be greater than avg of last 25 bars close (that means leave aside present bar and take last 25 bars avg),

3 take avg of 50 bars close including present close and it should be greater than avg of last 50 bars close (that means leave aside present bar and take last 50 bars avg),

4 now we have calculated last 25 bars close it should be greater than last 25 bars of this bar (that means leave aside present bar and its previous bar, take 25 bars avg you will get value of 2nd part of this equation)

5 now we have calculated last 50 bars close it should be greater than last 50 bars of this bar (that means leave aside present bar and its previous bar, take 50 bars avg you will get value of 2nd part of this equation)

6 take value 2 that we have calculated in line number 2 from start , this value should not be greater than 30,000

(my input- to make code reasonable I think that users use their own risk limit instead of value of 30,000 , best way to do is optimise parameter 30,000 on scrip you are trading and take best value based on optimisation results )

if those 6 parameters meet the condition then long entry triggers

 

Short entry when market fulfil these conditions

 

1 system is not already into the trade

2 take avg of 25 bars close including present close and it should be less than avg of last 25 bars close (that means leave aside present bar and take last 25 bars avg),

3 take avg of 50 bars close including present close and it should be less than avg of last 50 bars close (that means leave aside present bar and take last 50 bars avg),

4 now we have calculated last 25 bars close it should be less than last 25 bars of this bar (that means leave aside present bar and its previous bar, take 25 bars avg you will get value of 2nd part of this equation)

5 now we have calculated last 50 bars close it should be less than last 50 bars of this bar (that means leave aside present bar and its previous bar, take 50 bars avg you will get value of 2nd part of this equation)

6 take value 3 that we have calculated in line number 3 from start , this value should not be greater than 30,000

if those 6 parameters meet the condition then short entry triggers,

since this system considers only close trigger will wait for present bar to close and after meeting the condition on the close by or short signal will generate on the next open of the bar

 

exit strategy

exit strategy for longs based on either of these parameters, any one parameter can trigger exits

1 if your marketposition is long

2 close is less thanvalue1

(now next condition 3 and condition4 are basically .2 and .4 in short entry)

3 take avg of 25 bars close including present close and it should be less than avg of last 25 bars close (that means leave aside present bar and take last 25 bars avg),

4 last 25 bars closet should be less than last 25 bars of this bar (that means leave aside present bar and its previous bar, take 25 bars avg you will get value of 2nd part of this equation)

5 calculate high minus low of the present bar and that value should be greater than value 5( that is

avg true range of last 10 bars and multiplied by 2 ) along with that present close should be less than previous close .

 

exit strategy for shorts based on either of these parameters, any one parameter can trigger cover

1 if your marketposition is short

2 close is greater thanvalue1

3 take avg of 25 bars close including present close and it should be greater than avg of last 25 bars close (that means leave aside present bar and take last 25 bars avg),

4 last 25 bars closet should be greater than last 25 bars of this bar (that means leave aside present bar and its previous bar, take 25 bars avg you will get value of 2nd part of this equation)

5 calculate high minus low of the present bar and that value should be greater than value 5( that is

avg true range of last 10 bars and multiplied by 2 ) along with that present close should be greater than previous close . (Inputs basically code is looking for expansion of the candle to exit, here it will be nice idea to add volume spike condition that is volume of previous bar higher than last 5 volume bars -just an example, logic is from VSA stopping volume)

 

Well that's it... Remaining part of the code is for exporting trades in Excel file, which is very platform specific therefore avoided to convert it. Anyhow you can always check back test results instead of that function and in Windows 7 that part is not working well then I checked in Multicharts.

PS I don't trade the system, just for fun converted it.. Thought to contribute in some way.

[⭐ sexgod]

.................... Edited March 2, 2021 by sexgod

[Edvinas]

Did someone have crack for Trade station?

[geoguy]

Did someone have crack for Trade station?

 

or multicharts, should work the same, right?